On the edge of Vilnius, a brick wall has recently been unveiled. It's constructed in yellow, green and red ceramic tiles to reflect the Lithuanian flag. The designer, Tadas Gutauskas, built it to commemorate what he calls "The Road of Freedom", better known to us in the West as the Baltic Way or Baltic Chain.

"I don't like it," Solveiga Daugirda said to me. "I don't like walls and I think it's opportunist."

Solveiga describes herself as a working wife and mother. She teaches gender studies, which is a relatively new subject in post-Soviet Lithuania. On this cold but sunny day she was taking me to where she had stood as a student on the Baltic Way: a remarkable event that linked the three Baltic capitals by a human chain on 23 August 1989.

Independence in the Baltic republics was declared soon after, but there was a Soviet backlash in January 1991, which led to 23 deaths in Vilnius and six in Riga on the barricades. Actual independence, when it arrived 20 years ago, came at a cost.

Solveiga and I had already been to the Barricades Memorial, blocks of concrete scrawled with the legend "Freedom for Lithuania", now housed behind a glass case in front of the parliament building. Then we headed to the start of the Baltic Way, passing a lot of historic buildings on route. As Solveiga told me wryly, this city is more Lithuanian now than it's ever been. The palace of the Grand Dukes, once demolished by the Tsars, has been rebuilt since independence, though because no one really knew exactly what it looked like in its 18th-century heyday, the rebuild has proved just as controversial as the Road to Freedom memorial.

I never had to stand up for any of my freedoms. Maybe that's why I had decided to commemorate 20 years of Baltic independence by driving the length of the Baltic Way in my little hire car. Solveiga accompanied me on the first part of the journey. From the plaque on the top of the Upper Castle where the chain began, we walked all the way down to the neo-classical cathedral and then out over the Zaliasis Bridge, which still sports its statues of Soviet heroes who "liberated" Lithuania in 1945. Then I drove us out to the village of Fabijoniskiu, which was where Solveiga the student stood on that day, when well over one million people lined up to voice their opposition to Soviet rule. Nowadays, Fabijoniskiu has pretty much been swallowed up by out-of-town shopping malls on the march from Vilnius.

"I stood here," said Solveiga, gamely stepping into the roadside snow and extending her arms as she did at 7pm that historic day. "Of course, then it was warm, it was right."

I asked what it had felt like. "It was nothing very touching. We just all linked up and then we went home."

From Fabijoniskiu the road north is known as the Riga Road. I arrived in Latvia at the end of a very long day and went immediately to the Freedom Monument, which was erected in 1935 in place of a statue to Peter the Great. During the years leading up to independence this was the focal point for gossip and protest. I'd arranged to meet the journalist Juris Kaza here.

In 1991, The Independent had run an obituary for Andris Slapins written by Juris Kaza. Slapins was a documentary film maker who was shot outside the Ministry of the Interior within sight of this monument during "The Barricades".

Said Juris: "By 1991 it was clear Russia and Latvia wanted an end. We were like two people who had broken up but were still living in the same house. It was only a matter of time."

Juris had been in Riga in 1989 to report on the Baltic Way for a Swedish newspaper. He was given a seat in a helicopter and flew up and down the line with a cameraman. "The line came from Lithuania across the Daugava river, round the Freedom Monument and north out of the city. There were gaps here and there, but it was pretty much complete as far as you could see." Unfortunately, Juris was reported and accused of violating what was still officially Soviet air space.

"A few weeks later in Sweden, I was handed a newspaper that said I had been banned from re-entering the Soviet Union for five years. I was asked what I thought about that and I said I didn't think that Latvia would be part of the Soviet Union in five years. In fact, it only took two."

For this reason Juris wasn't able to be in Riga during the final events of 1991. "The Soviets had occupied the Ministry and were shooting. Slapins was filming when he was hit in the chest. You can see the moment in the footage. His camera falls to the ground. His last words were 'keep filming'. At Christmas he'd recorded my son in Stockholm singing a Christmas carol."

After saying goodbye to Juris, I went and looked at the six stones that are laid out in the park in front of the Ministry. Each commemorates a Latvian who was killed by sniper fire in January 1991. That night I stayed in Riga and ate with people I know from the opera. It's difficult to explain to an English person how much the National Opera House means to Latvians. It was one of the first buildings to be restored after independence. Carpenters came forward with wood that they had kept hidden for this special occasion.

It was a long drive up to Estonia. You can do Riga to Tallinn in just over four hours these days if you take the motorway – but the Baltic Chain went further east through Cesis with its castles and then over the border to the university city of Tartu. Every time I cursed route's length I remembered those who had bravely lined it.

Estonia feels different from Latvia and Lithuania. It's not just the language (which is closer to Finnish) or the economic drive of the country, which is considerable. There's a toughness to the humour. Estonia even has a few hills in the south of the country.

Outside the village of Sarevere, I stopped to see a monument to the Baltic Way. It's composed of three large stones, simply chained together. The use of stone gives the impression that it's always been there.

South of Tallinn, I had arranged to meet Trivimi Velliste who is president of the Baltic Assembly this year and who, 20 years ago, was a cultural journalist running the Estonian Heritage Society, a subversive force that had helped organise the Baltic Way. There were no "Barricade" killings in Estonia. Trivimi's main memory was of driving an American correspondent along this route in August 1989. "Out here, in the countryside, there were gaps, people reaching out symbolically to each other, but in the cities sometimes the chain was two or three people deep. No one can agree on how many people formed the chain. Or whose idea it was either. Some say it was mine."

Soon we were entering the outskirts of Tallinn and Trivimi stopped us in front of a hairdresser's sign that he remembered from 1989. I took a picture of him in the snow pointing out the route. "There were people of all ages. Grandparents, and children on parents' shoulders." He'd obviously done this before. "The radio told them where to go. People came by bus and car. It was all very organised, but of course there were traffic jams."

Arriving in Tallinn we looked at where the bronze statue of a Soviet liberator was recently dismantled, causing riots among the city's Russian population. Didn't the Russians oppose the Baltic Chain, I asked. "By this stage it was unthinkable they would take physical action. Gorbachev was in the Kremlin."

Following the route, Trivimi directed me up to Toompea Castle, built by the Danes and Russified by the Tsars who constructed a cathedral up here. It's now the seat of the Riigikogu (parliament). It was an overcast day. We walked through fresh deep snow to Pikk Hermann Tower from which point the Baltic Way began – or ended if you are Lithuanian. The Estonian flag, blue, white and black, fluttered above.

"Relations with Russia today are cool and formal," said Trivimi. "But that is how it should be. Putin has said that the loss of the Soviet Empire was the greatest disaster of the 20th century. That's overlooking the Holocaust! I go to parties with Russian diplomats and when they have had something to drink they joke about getting what they see as their lost territory back."

After independence, many Russians left Tallinn but many stayed and their children now speak Estonian, which is the new language of business. "What has been a real shock is that none of the younger generation speaks Russian. I speak it but no one under 25 does."

We arrived at the base of the tower and Trivimi placed his palm flat against it. "At 7pm my friend stood here touching the tower." It was an extraordinary thought that millions of human hands later, that line touched where Solveiga had shown me the plaque in Vilnius.

"Fortunately, we are in Nato these days," said Trivimi. "My Russian friends joke 'You are on our waiting list'."

I do hope not. My car and I had come a long way in the past few days, but the Baltic States have come much further. No one wants to go back.